I am not sure what you are mean by 'comes up'. A subreport will hit your database again, so for 1 entry in your report there will be 4 hits to the database...
If this is what you mean, then, no the report will not retrieve the data all at once, (reiterating) it will gather the data for the main report and as it comes across each subreport it will apply the links and gather the data for the subreport...and so on.
Since I pass into the report an XML dataset, multiple hits aren't a concern as they no longer hit the database, as the XML file has all the data, but I haven't had call of late to use subreports. It took a bit a work to get everything set, but afterwards it is cut and paste to call the report and the hits to the database are ALWAYS 1.
Hope this helps
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